Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47842.41 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46447.49 Kr¶

PnL: ---------------------------------------> -441.08 Kr¶

DD now: ---------------------------------> -1.619 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 10:35:25.471938'

Anic Portfolio¶

Today¶

Return: 1.117 %¶

This Week¶

Return: 0.65 %¶

Total¶

Return: 56.624 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 5.560000 3255.200000 284.200000 9.570000 2971.000006
HEBA B 70 1.020000 2761.500000 125.500000 4.760000 2636.000010
FM Mattsson Mora Group B 50 0.000000 3030.000000 103.000000 3.520000 2927.000000
SAAB B 8 0.510000 3444.000000 67.000000 1.980000 3377.000000
Corem Property Group B 59 3.470000 632.480000 55.480000 9.620000 576.999999
Samhällsbyggnadsbo. i Norden B 20 1.750000 384.800000 29.800000 8.390000 355.000000
Resurs Holding 22 3.820000 598.400000 24.400000 4.250000 573.999998
AcadeMedia 12 -0.170000 578.400000 21.400000 3.840000 557.000004
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
HMS Networks 2 0.700000 691.200000 18.200000 2.700000 673.000000
OEM International B 7 1.830000 546.000000 18.000000 3.410000 527.999997
Boozt 12 2.880000 1671.600000 17.600000 1.060000 1653.999996
Intrum 4 0.750000 540.200000 13.200000 2.500000 527.000000
Eastnine 4 -1.260000 503.200000 12.200000 2.480000 491.000000
Sampo Oyj SDB 7 1.850000 3857.000000 7.000000 0.180000 3850.000000
Coor Service Management Hold. 8 1.660000 538.800000 6.800000 1.280000 532.000000
Swedbank A 3 0.990000 568.500000 4.500000 0.800000 564.000000
Essity B 2 1.050000 577.200000 3.200000 0.560000 574.000000
Essity A 4 0.170000 1152.000000 3.000000 0.260000 1149.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Norva24 Group 16 -5.280000 545.600000 2.600000 0.480000 543.000000
Creaspac SPAC 6 0.210000 576.600000 -0.400000 -0.070000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.590000 243.600000 -2.400000 -0.980000 246.000000
Securitas B 6 0.570000 567.000000 -3.000000 -0.530000 570.000000
Handelsbanken A 5 0.510000 543.000000 -3.000000 -0.550000 546.000000
CTEK 13 2.260000 529.100000 -4.900000 -0.920000 533.999999
Nordea Bank Abp 29 0.780000 3447.520000 -6.480000 -0.190000 3453.999992
Karnov Group 9 0.170000 518.400000 -17.600000 -3.280000 536.000004
Midsona B 63 0.570000 551.250000 -31.750000 -5.450000 582.999984
Vivesto 1368 0.100000 559.240000 -53.760000 -8.770000 612.999432
International Petroleum Corp. 5 0.000000 538.500000 -56.070000 -9.430000 594.565215
Axfood 13 0.250000 3650.400000 -105.600000 -2.810000 3756.000001
OX2 18 2.330000 1459.800000 -204.200000 -12.270000 1663.999992
Fasadgruppen Group 35 1.230000 3454.500000 -356.500000 -9.350000 3810.999990
Ovzon 52 1.260000 2927.600000 -434.400000 -12.920000 3361.999992
TOTAL 46447.490000 -441.080000 -1.61933% 46888.564618

Updated:¶

'2023-01-20 10:35:37.848106'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶